GGMncv
Gaussian Graphical Models with Nonconvex Regularization
Estimate Gaussian graphical models with nonconvex penalties, including methods described by Williams (2020) <doi:10.31234/osf.io/ad57p>. Penalties include atan (Wang and Zhu, 2016) <doi:10.1155/2016/6495417>, seamless L0 (Dicker, Huang and Lin, 2013) <doi:10.5705/ss.2011.074>, exponential (Wang, Fan and Zhu, 2018) <doi:10.1007/s10463-016-0588-3>, smooth integration of counting and absolute deviation (Lv and Fan, 2009) <doi:10.1214/09-AOS683>, logarithm (Mazumder, Friedman and Hastie, 2011) <doi:10.1198/jasa.2011.tm09738>, Lq, smoothly clipped absolute deviation (Fan and Li, 2001) <doi:10.1198/016214501753382273>, and minimax concave penalty (Zhang, 2010) <doi:10.1214/09-AOS729>. The package also provides extensions for variable inclusion probabilities, multiple regression coefficients, and statistical inference (Janková and van de Geer, 2015) <doi:10.1214/15-EJS1031>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.1.2 |
rolling linux/jammy R-4.5 | GGMncv_2.1.2.tar.gz |
1.2 MiB |
2.1.2 |
rolling linux/noble R-4.5 | GGMncv_2.1.2.tar.gz |
1.2 MiB |
2.1.2 |
rolling source/ R- | GGMncv_2.1.2.tar.gz |
1.0 MiB |
2.1.2 |
latest linux/jammy R-4.5 | GGMncv_2.1.2.tar.gz |
1.2 MiB |
2.1.2 |
latest linux/noble R-4.5 | GGMncv_2.1.2.tar.gz |
1.2 MiB |
2.1.2 |
latest source/ R- | GGMncv_2.1.2.tar.gz |
1.0 MiB |
2.1.2 |
2026-04-23 source/ R- | GGMncv_2.1.2.tar.gz |
0 B |
2.1.1 |
2025-04-20 source/ R- | GGMncv_2.1.1.tar.gz |
1.0 MiB |